TSLW vs. USOY
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Defiance Oil Enhanced Options Income ETF (USOY).
TSLW and USOY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. USOY is an actively managed fund by Defiance. It was launched on May 9, 2024.
Performance
TSLW vs. USOY - Performance Comparison
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TSLW vs. USOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -21.43% | 33.77% |
USOY Defiance Oil Enhanced Options Income ETF | 60.22% | -2.71% |
Returns By Period
In the year-to-date period, TSLW achieves a -21.43% return, which is significantly lower than USOY's 60.22% return.
TSLW
- 1D
- 5.53%
- 1M
- -9.58%
- YTD
- -21.43%
- 6M
- -21.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USOY
- 1D
- -0.54%
- 1M
- 34.04%
- YTD
- 60.22%
- 6M
- 55.39%
- 1Y
- 44.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TSLW vs. USOY - Expense Ratio Comparison
TSLW has a 0.99% expense ratio, which is lower than USOY's 1.22% expense ratio.
Return for Risk
TSLW vs. USOY — Risk / Return Rank
TSLW
USOY
TSLW vs. USOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Defiance Oil Enhanced Options Income ETF (USOY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| TSLW | USOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.24 | -1.13 |
Correlation
The correlation between TSLW and USOY is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TSLW vs. USOY - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 83.63%, more than USOY's 64.71% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 83.63% | 49.31% | 0.00% |
USOY Defiance Oil Enhanced Options Income ETF | 64.71% | 104.32% | 48.60% |
Drawdowns
TSLW vs. USOY - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for TSLW and USOY.
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Drawdown Indicators
| TSLW | USOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -17.46% | -15.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.70% | — |
Current DrawdownCurrent decline from peak | -29.20% | -0.54% | -28.66% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -6.56% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.34% | — |
Volatility
TSLW vs. USOY - Volatility Comparison
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Volatility by Period
| TSLW | USOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.71% | 25.35% | +31.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.71% | 22.37% | +34.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 22.37% | +34.34% |